Like others have said...
Clay (optional - only when planning to polish AND wax afterward)
Wash (to remove clay residue)
Polish (either abrasive if removing scratches or just a show polish for a little added depth)
I like to use the following products most:
Wash - Duragloss Car Wash Concentrate. I spray Duragloss Bug Remover on the bumper several minutes before washing.
Clay - Mothers CG Clay
Polish - Menzerna Intensive Polish followed by Final Polish II, or Poorboys World SSR 2.5 followed by SSR1.
Glazes (Similar to a finishing polish) I use Poorboys White Diamond or Black Hole, or Wolfgang Finishing Glaze
Long Lasting: Collinite 845, Duragloss Clear Coat Polish (actually a wax even tho it's called a polish)
More for Appearance: Meguiars #26 Hi Tech Yellow Wax, Poorboys World Natty's (blue or red), Mothers FX Synwax.
In between waxes and after EVERY wash I have not found a product I enjoy using more than Duragloss Aquawax. I am really a big fan of a LOT of Duragloss products. Priced right, work great and I can get them locally at CarQuest. When I need bulk though I buy from autogeek online.